+1,381.0%
NET vs AME
+174.9%
+1,206.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.6% | +2.0% | +0.4% |
| 7D | -16.4% | -4.4% | -11.9% | -13.7% |
| 30D | -25.8% | -5.9% | -20.0% | -22.8% |
| 3M | -11.5% | -6.5% | -5.0% | -7.7% |
| 6M | +18.9% | +3.2% | +15.7% | +15.8% |
| YTD | +35.2% | +16.0% | +19.2% | +19.5% |
| 1Y | +14.5% | +20.4% | -6.0% | -1.5% |
| 3Y | +313.8% | +68.2% | +245.6% | +181.1% |
| 5Y | +32.6% | +74.4% | -41.9% | -12.0% |
| All | +1,381.0% | +174.9% | +1,206.1% | +718.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling